Leeds took the lead after five minutes when Donald raced clear on the overlap to score. However, two tries in four minutes from Pryce and former Leeds winger Marcus St Hilaire put Bradford 12-4 ahead.
The Bulls went further in front when Pryce scored his second try of the game before Rob Burrow�s solo effort reduced the deficit to 18-8 at half-time.
The Rhinos upped the pace and scored an early second half try from substitute Nick Scruton. But, the Bulls then extended their lead with a Paul Deacon penalty goal and looked to have sown up the game with Pryce�s hat-trick try which gave the visitors a 24-14 lead with twenty minutes left on the clock.
A typical Danny McGuire converted try reduced the lead with ten minutes left and then in a frantic final minute Scott Donald went in at the corner for Burrow to grab the points with a superb touchline conversion.
This victory made up for Leeds losing in a similar fashion against the same opponents earlier on this season.
St Helens 52 (Lyon 2, Long, Pryce, Gardner, Cunningham, P. Anderson, Roby, V. Anderson tries; Lyon 8 goals) def. Catalans Dragons 26 (Murphy 3, Rudder 2 tries; Frayssinous 3 goals). Att: 8,058.
The French visitors took the lead after six minutes when Justin Murphy scored the first of his two first-half tries. However, Saints hit back in style with Ade Gardner, Sean Long, Jamie Lyon, Leon Pryce, Keiron Cunningham and James Roby all crossing to give the hosts an unassailable 34-12 lead at half-time.
After the break, Sean Rudder grabbed a double for the Dragons while Murphy completed his hat-trick.
St Helens added further tries through Vinnie Anderson, Paul Anderson and Lyon, who kicked eight goals to leave Saints two points, clear of Leeds at the top of the table and this defeat plummeted the Dragons to the bottom of the table.
Wigan Warriors 42 (Calderwood 2, O'Loughlin, McAvoy, Orr, Fletcher tries; Dobson 9 goals) def. Wakefield Wildcats 24 (Solomona 2, Watene, Halpenny tries; Rooney 4 goals). Att: 13,686.
Wigan got off the bottom of the table with a vital victory over the Wakefield Wildcats at the JJB Stadium.
Wigan completely dominated the first half thanks to Wakefield�s poor discipline - which saw Michael Korkidas and Ben Jeffries sent to the sin-bin in the opening 25 minutes. Mark Calderwood grabbed two tries and Bryan Fletcher the other, with Michael Dobson booting over five goals, as the hosts lead 22-0 at the break.
Wakefield came out fired up for the second stanza and actually out-scored the Warriors. David Solomona notched a brace with Colum Halpenny and Adam Watene also crossing, but further Wigan scores by man of the match Danny Orr, Nathan McAvoy and skipper Sean O'Loughlin always had the Warriors in charge.
This was the Warriors fourth straight engage Super League win, which must surely give them a big chance of avoiding the drop.
Harlequins RL 24 (McLinden 2, Hopkins, Randall tries; Paul 4 goals) def. Castleford Tigers 16 (Manu, Huby, Viane tries; Brough 2 goals). Att: 3,656.
An early Lee Hopkins try and a brace for captain Mark McLinden put the home team 18-4 up by half-time, Willie Manu replying with one for the Tigers.
Chad Randall grabbed Quins' fourth try at the start of the second half, with Henry Paul converting all four scores.
Craig Huby and Gray Viane crossed for further tries for Castleford but it was not enough to stop Quins securing victory. The win lifted them three points above Wigan and Catalans at the bottom of the table into seventh, just above Castleford on points difference.
Also, after the match Harlequins announced Brian McDermott - Leeds Rhinos assistance coach - as their new head coach with immediate effect. Ex-coach, Tony Rea is to be appointed to the board of directors and will be in charge of recruitment and the academy.
Hull F.C. 24 (Raynor, G. Horne, R. Horne, Tony tries; Cooke 4 goals) def. Salford City Reds 20 (Moule, Hodgson, Wilshere tries; Myler 4 goals). Att: 4,076.
Hull FC maintained their top 3 place with a late, late win against the Salford City Reds at The Willows.
The home side raced into a 16-0 lead after just 15 minutes as Aaron Moule and David Hodgson went over and Stephen Myler landed four goals. Hull narrowed the gap to 16-6 at the break with a Graeme Horne try.
Early in the second half Motu Tony�s try converted by Paul Cooke closed the gap to just four points. But, John Wilshere then extended Salford's lead with a try.
Richard Horne scored on 60 minutes and Cooke�s conversion brought the Black and whites to within two points of the Reds at 20-18. Then with only one minute left on the clock Gareth Raynor grabbed a late try - awarded by the video referee - to extend Hull's winning run to 12 matches in the engage Super League.
Kevin Brown opened the scoring for the Giants. But, four tries in 10 minutes for the home side from Henry Fa'afili, Stuart Reardon and a brace for Simon Grix gave Warrington a 22-4 lead at the break.
The Giants rallied in the second half with tries from Brown, Chris Thorman and two from Andy Raleigh to spark a frantic finale. However, the Wolves held on for victory with their tries coming from Fa'afili and Toa Kohe-Love.
This victory takes Warrington up to sixth in the engage Super League Table and for the Giants a fourth straight defeat leaves them looking over their shoulder as they are only two points off the bottom of the table.